Anic Equity¶

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Total return since start: 0.658 %¶

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Equity now: -----------------------------> 50659.86 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45113.74 Kr¶

PnL: ---------------------------------------> -463.85 Kr¶

DD now: ---------------------------------> -4.632 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 10:47:51.664496'

Anic Portfolio¶

Today¶

Return: -0.18 %¶

This Week¶

Return: -0.18 %¶

Total portfolio value¶

Return including deposits: 65.847 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Profoto Holding 7 0.710000 599.200000 17.200000 2.960000 581.999999
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
JM 7 -1.020000 952.000000 4.200000 0.440000 947.800000
OX2 12 -2.760000 909.600000 3.000000 0.330000 906.600000
Sagax B 4 -1.820000 886.000000 2.800000 0.320000 883.200000
EQT 4 -1.400000 873.200000 2.400000 0.280000 870.800000
Hexatronic Group 15 1.800000 1069.800000 2.100000 0.200000 1067.700000
Atrium Ljungberg B 5 -0.610000 903.000000 1.500000 0.170000 901.500000
Latour B 4 -2.910000 855.200000 1.200000 0.140000 854.000000
Sandvik 4 -1.440000 846.000000 0.400000 0.050000 845.600000
VEF 788 -0.330000 1897.500000 0.000000 0.000000 1897.504000
INVISIO 15 -1.450000 3562.500000 0.000000 0.000000 3562.500000
Sagax A 4 -1.340000 884.000000 0.000000 0.000000 884.000000
Hoist Finance 36 0.900000 1008.000000 0.000000 0.000000 1008.000000
Addnode Group B 7 -2.490000 903.000000 0.000000 0.000000 903.000000
Vitec Software Group B 2 -2.220000 1101.000000 0.000000 0.000000 1101.000000
Platzer Fastigheter Holding B 12 -1.370000 949.200000 0.000000 0.000000 949.200000
Byggmax Group 33 -1.550000 964.920000 0.000000 0.000000 964.920000
AcadeMedia 20 -0.890000 975.600000 0.000000 0.000000 975.600000
Hennes & Mauritz B 6 -1.130000 909.840000 -0.120000 -0.010000 909.960000
ASSA ABLOY B 4 -1.510000 990.400000 -0.400000 -0.040000 990.800000
Biotage 1 -6.840000 147.000000 -0.500000 -0.340000 147.500000
Gränges 10 4.020000 1035.000000 -1.000000 -0.100000 1036.000000
Alimak Group 12 -0.240000 1003.200000 -1.200000 -0.120000 1004.400000
BioGaia B 8 -1.830000 900.800000 -1.600000 -0.180000 902.400000
Catena 2 -0.100000 801.200000 -2.400000 -0.300000 803.600000
SKF B 5 -1.660000 975.000000 -3.000000 -0.310000 978.000000
HEXPOL B 8 -1.410000 951.200000 -4.000000 -0.420000 955.200000
Hexagon B 26 -1.360000 3406.000000 -5.200000 -0.150000 3411.200000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
BHG Group 109 -5.740000 1413.730000 -5.450000 -0.380000 1419.180000
Vitrolife 3 -2.020000 669.000000 -8.000000 -1.180000 677.000001
Orrön Energy 170 -3.630000 2030.650000 -10.200000 -0.500000 2040.850000
Investor B 3 -1.280000 646.350000 -11.650000 -1.770000 657.999999
Creaspac SPAC 40 -0.420000 3812.000000 -12.000000 -0.310000 3824.000000
Balco Group 39 -2.220000 1803.750000 -71.250000 -3.800000 1874.999997
Sedana Medical 93 -3.300000 2613.300000 -370.280000 -12.410000 2983.577733
TOTAL 45113.740000 -463.850000 -4.63192% 45577.591729

Updated:¶

'2023-06-19 10:48:09.333565'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶